+0.4%
DIS vs TSLL
-57.4%
+57.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -11.8% | +10.1% | -0.8% |
| 7D | -2.6% | +1.9% | -4.5% | -2.9% |
| 30D | +3.5% | +17.8% | -14.3% | +1.8% |
| 3M | +6.8% | -37.0% | +43.8% | +9.2% |
| 6M | +3.0% | -37.7% | +40.7% | +4.6% |
| YTD | -6.7% | -51.4% | +44.6% | -3.5% |
| 1Y | -10.1% | -23.4% | +13.3% | -11.7% |
| 3Y | +33.0% | -30.8% | +63.8% | +17.7% |
| All | +0.4% | -57.4% | +57.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling